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grid2: simplify and fix calculateMinimalQuoteInvestment

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c9s 2023-02-21 17:58:11 +08:00
parent 9c1110fb44
commit 03dfb4386e
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1 changed files with 2 additions and 5 deletions
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7
pkg/strategy/grid2/strategy.go
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@ -1122,11 +1122,8 @@ func (s *Strategy) getLastTradePrice(ctx context.Context, session *bbgo.Exchange
func calculateMinimalQuoteInvestment(market types.Market, grid *Grid) fixedpoint.Value {
// upperPrice for buy order
upperPrice := grid.UpperPrice.Sub(grid.Spread)
minQuantity := fixedpoint.Max(
fixedpoint.Max(upperPrice.Mul(market.MinQuantity), market.MinNotional).Div(upperPrice),
market.MinQuantity,
)
lowerPrice := grid.LowerPrice
minQuantity := fixedpoint.Max(market.MinNotional.Div(lowerPrice), market.MinQuantity)
var pins = grid.Pins
var totalQuote = fixedpoint.Zero